COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 182,502: 35,406 4,921 40,880 92,334 130,603 168,620 176,405: 13,882 6,097
Old : 180,075: 35,326 5,081 40,687 90,377 128,240 166,390 174,008: 13,686 6,068
Other: 2,426: 253 13 21 1,956 2,363 2,230 2,397: 196 29
: : :
: : Changes in Commitments from: July 28, 2009 :
: 5,212: 578 -700 1,743 2,078 4,504 4,399 5,546: 813 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.7 22.4 50.6 71.6 92.4 96.7: 7.6 3.3
Old : 100.0: 19.6 2.8 22.6 50.2 71.2 92.4 96.6: 7.6 3.4
Other: 100.0: 10.4 0.5 0.9 80.6 97.4 91.9 98.8: 8.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 95 39 45 58 52 176 115:
Old : 210: 95 39 45 58 52 176 115:
Other: 29: 6 3 3 10 14 16 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 33.2 34.8 46.6 20.7 27.0 31.2 38.5
Old : 21.7 33.6 35.0 47.2 20.9 27.4 31.5 38.8
Other: 75.7 82.1 89.5 93.2 75.5 82.1 89.1 92.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 45,544: 13,615 2,548 11,859 16,153 28,927 41,627 43,334: 3,917 2,210
Old : 38,582: 12,850 2,506 9,531 12,702 24,514 35,083 36,551: 3,498 2,030
Other: 6,962: 1,036 313 2,057 3,451 4,413 6,543 6,783: 419 179
: : :
: : Changes in Commitments from: July 28, 2009 :
: -2,327: -825 -103 -681 -348 -1,673 -1,854 -2,457: -473 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.6 26.0 35.5 63.5 91.4 95.1: 8.6 4.9
Old : 100.0: 33.3 6.5 24.7 32.9 63.5 90.9 94.7: 9.1 5.3
Other: 100.0: 14.9 4.5 29.5 49.6 63.4 94.0 97.4: 6.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 47 18 22 25 18 83 49:
Old : 95: 43 22 22 25 17 82 48:
Other: 40: 15 10 16 13 10 36 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 59.1 35.5 69.8 16.8 46.8 26.9 50.7
Old : 23.3 59.8 40.0 70.3 19.8 47.3 29.2 51.8
Other: 39.1 57.2 53.8 70.0 33.8 47.2 46.0 52.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 130,240: 42,104 18,506 14,032 63,414 92,019 119,550 124,557: 10,691 5,683
Old : 38,290: 20,550 12,547 1,801 10,029 21,129 32,380 35,477: 5,909 2,813
Other: 91,951: 25,829 10,235 7,955 53,385 70,890 87,169 89,080: 4,781 2,870
: : :
: : Changes in Commitments from: July 28, 2009 :
: -144: 2,409 1,522 -636 -2,273 -1,147 -500 -261: 356 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.2 10.8 48.7 70.7 91.8 95.6: 8.2 4.4
Old : 100.0: 53.7 32.8 4.7 26.2 55.2 84.6 92.7: 15.4 7.3
Other: 100.0: 28.1 11.1 8.7 58.1 77.1 94.8 96.9: 5.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 69 21 32 49 48 133 90:
Old : 128: 50 23 16 35 30 92 62:
Other: 114: 40 14 24 43 44 93 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 37.4 42.6 50.7 26.0 34.0 36.8 46.0
Old : 22.4 45.8 37.0 61.6 22.4 44.4 37.0 60.2
Other: 37.4 35.2 51.6 52.5 31.9 30.9 43.3 45.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,139,444: 225,757 12,116 296,885 516,544 770,733 1,039,186 1,079,734: 100,259 59,710
Old : 1,139,444: 225,757 12,116 296,885 516,544 770,733 1,039,186 1,079,734: 100,259 59,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 48,362: 9,151 1,367 17,659 19,497 27,006 46,306 46,032: 2,055 2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 1.1 26.1 45.3 67.6 91.2 94.8: 8.8 5.2
Old : 100.0: 19.8 1.1 26.1 45.3 67.6 91.2 94.8: 8.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 106 38 84 81 91 222 182:
Old : 248: 106 38 84 81 91 222 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 20.3 24.4 30.8 8.2 11.4 13.3 18.4
Old : 14.0 20.3 24.4 30.8 8.2 11.4 13.3 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 136,705: 24,168 9,442 38,301 63,331 80,578 125,800 128,321: 10,905 8,384
Old : 63,375: 17,487 12,605 10,893 28,907 35,990 57,287 59,489: 6,088 3,887
Other: 73,330: 15,687 5,844 18,402 34,424 44,587 68,513 68,833: 4,817 4,497
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,221: 2,896 -5,614 3,666 -3,751 5,567 2,811 3,619: 410 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.9 28.0 46.3 58.9 92.0 93.9: 8.0 6.1
Old : 100.0: 27.6 19.9 17.2 45.6 56.8 90.4 93.9: 9.6 6.1
Other: 100.0: 21.4 8.0 25.1 46.9 60.8 93.4 93.9: 6.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 139 65 101 105 110 292 235:
Old : 301: 104 77 72 85 85 226 197:
Other: 259: 89 45 66 95 98 214 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 20.0 28.6 30.9 17.0 15.9 23.9 24.8
Old : 23.8 31.9 34.3 42.2 23.7 30.8 34.2 39.7
Other: 21.1 18.8 33.1 33.6 16.6 17.7 26.1 31.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 30,352: 7,055 19,588 3,019 19,093 3,755 29,167 26,361: 1,184 3,990
Old : 30,352: 7,055 19,588 3,019 19,093 3,755 29,167 26,361: 1,184 3,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,058: 1,063 3,462 71 2,805 479 3,939 4,013: -881 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 64.5 9.9 62.9 12.4 96.1 86.9: 3.9 13.1
Old : 100.0: 23.2 64.5 9.9 62.9 12.4 96.1 86.9: 3.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 18 48 5 10 8 31 59:
Old : 82: 18 48 5 10 8 31 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 35.7 89.0 52.2 75.5 32.5 80.1 47.1
Old : 81.1 35.7 89.0 52.2 75.5 32.5 80.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 367,826: 36,116 103,318 4,324 309,085 241,511 349,525 349,153: 18,301 18,673
Old : 367,826: 36,116 103,318 4,324 309,085 241,511 349,525 349,153: 18,301 18,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,528: 2,970 4,381 -449 -4,974 -6,713 -2,454 -2,781: 926 1,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 28.1 1.2 84.0 65.7 95.0 94.9: 5.0 5.1
Old : 100.0: 9.8 28.1 1.2 84.0 65.7 95.0 94.9: 5.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 22 53 16 87 95 123 150:
Old : 226: 22 53 16 87 95 123 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 21.4 54.4 33.2 41.2 21.3 50.5 31.0
Old : 43.9 21.4 54.4 33.2 41.2 21.3 50.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009